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On the optimality equation for average cost Markov control processes with Feller transition probabilities |
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| Authors: | Anna Ja?kiewicz Andrzej S Nowak |
| Institution: | a Institute of Mathematics and Computer Science, Wroc?aw University of Technology, Wyspiańskiego 27, 50-370 Wroc?aw, Poland b Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra, Podgórna 50, 65-246 Zielona Góra, Poland |
| Abstract: | We consider Markov control processes with Borel state space and Feller transition probabilities, satisfying some generalized geometric ergodicity conditions. We provide a new theorem on the existence of a solution to the average cost optimality equation. |
| Keywords: | Discrete-time Markov control processes Borel state space Dynamic programming Average cost Optimality equation Average cost optimal policies |
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